Related papers: Physics Informed Neural Network for Option Pricing

Motivated by recent research on Physics-Informed Neural Networks (PINNs), we make the first attempt to introduce the PINNs for numerical simulation of the elliptic Partial Differential Equations (PDEs) on 3D manifolds. PINNs are one of the…

In this work, we present the physics-informed neural network (PINN) model applied particularly to dynamic problems in solid mechanics. We focus on forward and inverse problems. Particularly, we show how a PINN model can be used efficiently…

The importance and cost of time-domain simulations when studying power systems have exponentially increased in the last decades. With the growing share of renewable energy sources, the slow and predictable responses from large turbines are…

Physics-informed neural networks (PINNs) constitute a flexible deep learning approach for solving partial differential equations (PDEs), which model phenomena ranging from heat conduction to quantum mechanical systems. Despite their…

Accurate option pricing is essential for effective trading and risk management in financial markets, yet it remains challenging due to market volatility and the limitations of traditional models like Black-Scholes. In this paper, we…

Physics-informed neural networks (PINNs) have been proposed to learn the solution of partial differential equations (PDE). In PINNs, the residual form of the PDE of interest and its boundary conditions are lumped into a composite objective…

Physics-Informed Neural Networks (PINNs) serve as a flexible alternative for tackling forward and inverse problems in differential equations, displaying impressive advancements in diverse areas of applied mathematics. Despite integrating…

Physics-informed neural networks (PINNs) effectively embed physical principles into machine learning, but often struggle with complex or alternating geometries. We propose a novel method for integrating geometric transformations within…

Physics-Informed Neural Networks (PINNs) have emerged as a promising approach for solving Partial Differential Equations (PDEs) by incorporating physical constraints into deep learning models. However, standard PINNs often require a large…

Modern power systems face significant challenges in state estimation and real-time monitoring, particularly regarding response speed and accuracy under faulty conditions or cyber-attacks. This paper proposes a hybrid approach using…

Physics-informed neural networks (PINNs) are employed to solve the Dyson--Schwinger equations of quantum electrodynamics (QED) in Euclidean space, with a focus on the non-perturbative generation of the fermion's dynamical mass function in…

Numerical modeling errors are unavoidable in finite element analysis. The presence of model errors inherently reflects both model accuracy and uncertainty. To date there have been few methods for explicitly quantifying errors at points of…

Physics-informed neural networks (PINNs) hold the potential for supplementing the existing set of techniques for solving differential equations that emerge in the study of black hole quasinormal modes. The present research investigated them…

Structural failures are often caused by catastrophic events such as earthquakes and winds. As a result, it is crucial to predict dynamic stress distributions during highly disruptive events in real time. Currently available high-fidelity…

Physics-informed neural networks (PINNs) have emerged as a promising approach to solving partial differential equations (PDEs) using neural networks, particularly in data-scarce scenarios, due to their unsupervised training capability.…

Physics-informed neural networks (PINNs) have gained significant prominence as a powerful tool in the field of scientific computing and simulations. Their ability to seamlessly integrate physical principles into deep learning architectures…

Physics-informed neural networks (PINNs) have been popularized as a deep learning framework that can seamlessly synthesize observational data and partial differential equation (PDE) constraints. Their practical effectiveness however can be…

We investigate the use of Physics-Informed Neural Networks (PINNs) for solving the wave equation. Whilst PINNs have been successfully applied across many physical systems, the wave equation presents unique challenges due to the multi-scale,…

Physics-informed neural networks (PINNs) are one popular approach to incorporate a priori knowledge about physical systems into the learning framework. PINNs are known to be robust for smaller training sets, derive better generalization…

Quantum many-body systems are of great interest for many research areas, including physics, biology and chemistry. However, their simulation is extremely challenging, due to the exponential growth of the Hilbert space with the system size,…